Joe Prendergast
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Hello, does anyone know how to retrieve the Hessian at the minimum when using method = ‘trust-constr’?
Python scipy.optimize.minimize: ‘trust-constr’ and Hessian output
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What software system does this question refer to?Joe Prendergast said:Hello, does anyone know how to retrieve the Hessian at the minimum when using method = ‘trust-constr’?
Joe Prendergast
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Python as stated in my subject line. Specifically the scipy package.renormalize said:What software system does this question refer to?
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Thanks (sorry I overlooked your subject line!).Joe Prendergast said:Python as stated in my subject line. Specifically the scipy package.
Joe Prendergast
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Never hurts to repeat in the body of the post :)renormalize said:Thanks (sorry I overlooked your subject line!).
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It looks like you will have to calculate it yourself using the method you instructed minimize to use through its hess argument: See https://docs.scipy.org/doc/scipy/re...ptimize.minimize.html#scipy.optimize.minimize. Sadly the documentation doesn't state what the default method is if you do not specify this argument.